sleipnir::Hessian Class Reference

#include <sleipnir/autodiff/Hessian.hpp>

Public Member Functions
	Hessian (Variable variable, const VariableMatrix &wrt) noexcept
VariableMatrix	Get () const
const Eigen::SparseMatrix< double > &	Value ()
Profiler &	GetProfiler ()

Detailed Description

This class calculates the Hessian of a variable with respect to a vector of variables.

The gradient tree is cached so subsequent Hessian calculations are faster, and the Hessian is only recomputed if the variable expression is nonlinear.

Constructor & Destructor Documentation

Hessian()

sleipnir::Hessian::Hessian ( Variable  variable, const VariableMatrix &  wrt  )

inlinenoexcept

Constructs a Hessian object.

Parameters

variable	Variable of which to compute the Hessian.
wrt	Vector of variables with respect to which to compute the Hessian.

Member Function Documentation

Get()

VariableMatrix sleipnir::Hessian::Get ( ) const

inline

Returns the Hessian as a VariableMatrix.

This is useful when constructing optimization problems with derivatives in them.

GetProfiler()

Profiler & sleipnir::Hessian::GetProfiler ( )

inline

Returns the profiler.

Value()

const Eigen::SparseMatrix< double > & sleipnir::Hessian::Value ( )

inline

Evaluates the Hessian at wrt's value.

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The documentation for this class was generated from the following file:

• include/sleipnir/autodiff/Hessian.hpp